J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Portfolio Activity Summary - Norwegian Krone US Dollar Value Local Value Transactions Current Period Value Year-To-Date Value' Current Period Value Year-To-Date Value' Beginning Cash Balance INFLOWS Foreign Exchange - Inflows 10.579.668.76 30.106.882 54 0.00 64,472.500 00 191.460.900 00 Total Inflows OUTFLOWS $10.679.668.76 $30,106,882.64 64.472.600.00 191.460.900.00 Foreign Exchange - Outflows (10.534.759.61) (30.061.973 39) (64.472,500.00) (191,460.900.00) Total Outflows (610.634.769.61) ($30.061.973.39) (64.472,600.00) (1111,460,900.00) Ending Cash Balance 0.00 - Year to date information is calculated on a calendar year basis Portfolio Activity Detail - Norwegian Krone INFLOWS & OUTFLOWS Settlement Date Type Per Unit Amount USD Amount USD Currency Descrlpdon Quantity Local Value Local Value GaIn/Loss USD 7,29 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5.000.000 000) BUY NOK SELL USD CONTRACT RATE : 6.494500000 TRADE 6125110 VALUE 7/29/10 5,328,602.02 328,602.02 32,472,500.00 Account Page 37 of 44 Page 41 of 57 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013328 SDNY GM_00282528 EFTA01491152